-12.8%
DECK vs STT
+177.9%
-190.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.2% | +3.8% | +4.8% |
| 7D | +10.4% | -0.1% | +10.4% | +10.4% |
| 30D | +11.1% | -1.7% | +12.8% | +12.1% |
| 3M | -10.8% | -6.4% | -4.4% | -7.7% |
| 6M | -8.7% | +17.7% | -26.4% | -18.1% |
| YTD | -14.0% | +36.9% | -50.9% | -30.0% |
| 1Y | +12.0% | +52.0% | -40.0% | -14.5% |
| All | -12.8% | +177.9% | -190.7% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling